Let F(x,y), m(a,b), and n(a,b) be differentiable functions.
If f(a,b) = F(m(a,b), n(a,b)), find ∂²f/∂a² and ∂²f/∂a∂b.
I'm having a bit of trouble finding these two. What's the proper way to take the second partial derivative with respect to the same variable, versus with respect to two?
If f(a,b) = F(m(a,b), n(a,b)), find ∂²f/∂a² and ∂²f/∂a∂b.
I'm having a bit of trouble finding these two. What's the proper way to take the second partial derivative with respect to the same variable, versus with respect to two?
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By the Chain Rule,
∂f/∂a = ∂F/∂m ∂m/∂a + ∂F/∂n ∂n/∂a
∂²f/∂a²
= (∂/∂a) ∂f/∂a
= (∂/∂a) [∂F/∂m ∂m/∂a + ∂F/∂n ∂n/∂a]
= [(∂/∂a)(∂F/∂m) * ∂m/∂a + ∂F/∂m * ∂²m/∂a²] + [(∂/∂a)(∂F/∂n) * ∂n/∂a + ∂F/∂n * ∂²n/∂a²], product rule
= [(∂²F/∂m² ∂m/∂a + ∂²F/∂n∂m ∂n/∂a) * ∂m/∂a + ∂F/∂m * ∂²m/∂a²] +
[(∂²F/∂m∂n ∂m/∂a + ∂²F/∂n² ∂n/∂a) * ∂n/∂a + ∂F/∂n * ∂²n/∂a²], chain rule again!
= ∂²F/∂m² (∂m/∂a)² + 2 ∂²F/∂m∂n ∂m/∂a ∂n/∂a + ∂²F/∂n² (∂n/∂a)² + ∂F/∂m ∂²m/∂a² + ∂F/∂n ∂²n/∂a²]
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Similarly for ∂²f/∂a∂b = ∂²f/∂b∂a:
∂²f/∂a∂b = ∂²f/∂b∂a
..............= (∂/∂b)(∂f/∂a)
..............= (∂/∂b)[∂F/∂m ∂m/∂a + ∂F/∂n ∂n/∂a].
See if you can imitate what I did above from here...
I hope this helps!
∂f/∂a = ∂F/∂m ∂m/∂a + ∂F/∂n ∂n/∂a
∂²f/∂a²
= (∂/∂a) ∂f/∂a
= (∂/∂a) [∂F/∂m ∂m/∂a + ∂F/∂n ∂n/∂a]
= [(∂/∂a)(∂F/∂m) * ∂m/∂a + ∂F/∂m * ∂²m/∂a²] + [(∂/∂a)(∂F/∂n) * ∂n/∂a + ∂F/∂n * ∂²n/∂a²], product rule
= [(∂²F/∂m² ∂m/∂a + ∂²F/∂n∂m ∂n/∂a) * ∂m/∂a + ∂F/∂m * ∂²m/∂a²] +
[(∂²F/∂m∂n ∂m/∂a + ∂²F/∂n² ∂n/∂a) * ∂n/∂a + ∂F/∂n * ∂²n/∂a²], chain rule again!
= ∂²F/∂m² (∂m/∂a)² + 2 ∂²F/∂m∂n ∂m/∂a ∂n/∂a + ∂²F/∂n² (∂n/∂a)² + ∂F/∂m ∂²m/∂a² + ∂F/∂n ∂²n/∂a²]
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Similarly for ∂²f/∂a∂b = ∂²f/∂b∂a:
∂²f/∂a∂b = ∂²f/∂b∂a
..............= (∂/∂b)(∂f/∂a)
..............= (∂/∂b)[∂F/∂m ∂m/∂a + ∂F/∂n ∂n/∂a].
See if you can imitate what I did above from here...
I hope this helps!